ramseshk a6905f2691 Fix win_rate() for Kalman Pairs: add net_pnl/gross_pnl field support ...

Bug: win_rate() only checked pnl_net/pnl_gross/pnl fields,
but Kalman backtests save trades with net_pnl/gross_pnl (underscore-first).
Result: all 4 Kalman assets showed 0% win on 27-35 trades.

After fix:
  BTC: 0% → 45% (16/35)
  ETH: 0% → 47% (16/34)
  HYPE: 0% → 51% (14/27)
  VVV: 0% → 57% (19/33)

Also corrected paper trader coin assignments for Mean Reversion
and Momentum Breakout (was BTC, should be ETH).

2026-08-06 08:26:35 +00:00

..

__init__.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

2026-08-03 11:12:20 +00:00

hyperliquid_api.py

Fix Hyperliquid API: asset names come from universe array, not context dicts

2026-08-03 11:39:11 +00:00

metrics.py

Fix win_rate() for Kalman Pairs: add net_pnl/gross_pnl field support

2026-08-06 08:26:35 +00:00

portfolio.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

2026-08-03 11:12:20 +00:00

risk_manager.py

Initial project scaffold: five quant strategies for Hyperliquid Testnet

2026-08-03 11:12:20 +00:00

risk.py

Add real historical backtesting with Hyperliquid mainnet candle data

2026-08-04 07:29:51 +00:00